+196.9%
DIA vs PENG
+644.0%
-447.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +0.9% | -16.1% | +17.0% | +2.4% |
| 30D | +1.1% | -41.5% | +42.6% | +6.4% |
| 3M | -2.9% | -19.1% | +16.2% | -2.2% |
| 6M | +5.9% | +0.9% | +5.0% | +1.0% |
| YTD | +9.8% | +128.2% | -118.4% | -6.9% |
| 1Y | +11.7% | +98.6% | -86.9% | -3.7% |
| 3Y | +59.5% | +188.2% | -128.6% | +25.5% |
| 5Y | +57.5% | +55.5% | +2.0% | +28.0% |
| All | +196.9% | +644.0% | -447.1% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling